Guo, Zhen-Chen; Liang, Xin Stochastic algebraic Riccati equations are almost as easy as deterministic ones theoretically. (English) Zbl 07765800 SIAM J. Matrix Anal. Appl. 44, No. 4, 1749-1770 (2023). MSC: 65F45 49N10 93E03 93E20 PDFBibTeX XMLCite \textit{Z.-C. Guo} and \textit{X. Liang}, SIAM J. Matrix Anal. Appl. 44, No. 4, 1749--1770 (2023; Zbl 07765800) Full Text: DOI arXiv
Zhang, Heng An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems. (English) Zbl 1521.93211 J. Appl. Math. Comput. 69, No. 3, 2741-2760 (2023). MSC: 93E20 93E35 49N10 49L20 PDFBibTeX XMLCite \textit{H. Zhang}, J. Appl. Math. Comput. 69, No. 3, 2741--2760 (2023; Zbl 1521.93211) Full Text: DOI arXiv
Dhama, Shivam; Pahlajani, Chetan D. Approximation of linear controlled dynamical systems with small random noise and fast periodic sampling. (English) Zbl 1516.49031 Math. Control Relat. Fields 13, No. 3, 852-872 (2023). MSC: 49N05 49N10 49N35 93B52 60J99 PDFBibTeX XMLCite \textit{S. Dhama} and \textit{C. D. Pahlajani}, Math. Control Relat. Fields 13, No. 3, 852--872 (2023; Zbl 1516.49031) Full Text: DOI arXiv
Matychyn, Ivan; Onyshchenko, Viktoriia Time-optimal control of linear fractional systems with variable coefficients. (English) Zbl 1479.49042 Int. J. Appl. Math. Comput. Sci. 31, No. 3, 375-386 (2021). MSC: 49K15 49N05 93C05 PDFBibTeX XMLCite \textit{I. Matychyn} and \textit{V. Onyshchenko}, Int. J. Appl. Math. Comput. Sci. 31, No. 3, 375--386 (2021; Zbl 1479.49042) Full Text: DOI
Shen, Jiajun; Ye, Xiangshen; Feng, Dongqin A game-theoretic method for resilient control design in industrial multi-agent CPSs with Markovian and coupled dynamics. (English) Zbl 1478.93254 Int. J. Control 94, No. 11, 3079-3090 (2021). MSC: 93B70 93C83 93A16 49N70 91A23 91A05 91A80 PDFBibTeX XMLCite \textit{J. Shen} et al., Int. J. Control 94, No. 11, 3079--3090 (2021; Zbl 1478.93254) Full Text: DOI
Drăgan, Vasile; Ivanov, Ivan G. On the stochastic linear quadratic control problem with piecewise constant admissible controls. (English) Zbl 1430.93218 J. Franklin Inst. 357, No. 3, 1532-1559 (2020). MSC: 93E20 49N10 93E15 93C57 93B03 PDFBibTeX XMLCite \textit{V. Drăgan} and \textit{I. G. Ivanov}, J. Franklin Inst. 357, No. 3, 1532--1559 (2020; Zbl 1430.93218) Full Text: DOI
Wu, Ai-Guo; Sun, Hui-Jie; Zhang, Ying A novel iterative algorithm for solving coupled Riccati equations. (English) Zbl 1433.93156 Appl. Math. Comput. 364, Article ID 124645, 14 p. (2020). MSC: 93E20 49K45 49N10 60J28 65H10 93D15 93E03 PDFBibTeX XMLCite \textit{A.-G. Wu} et al., Appl. Math. Comput. 364, Article ID 124645, 14 p. (2020; Zbl 1433.93156) Full Text: DOI
Argyros, Ioannis K.; George, Santhosh Local convergence of bilinear operator free methods under weak conditions. (English) Zbl 1474.49055 Mat. Vesn. 70, No. 1, 1-11 (2018). MSC: 49M15 41A25 PDFBibTeX XMLCite \textit{I. K. Argyros} and \textit{S. George}, Mat. Vesn. 70, No. 1, 1--11 (2018; Zbl 1474.49055) Full Text: EMIS Link Link
Li, Na; Wang, Yuan; Wu, Zhen An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations. (English) Zbl 1402.93268 J. Optim. Theory Appl. 179, No. 2, 722-744 (2018). MSC: 93E20 60H10 49N10 93C95 PDFBibTeX XMLCite \textit{N. Li} et al., J. Optim. Theory Appl. 179, No. 2, 722--744 (2018; Zbl 1402.93268) Full Text: DOI
Shen, Jiajun; Feng, Dongqin A game-theoretic method for cross-layer stochastic resilient control design in CPS. (English) Zbl 1385.93088 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 49, No. 4, 677-691 (2018). MSC: 93E20 49N70 91A28 PDFBibTeX XMLCite \textit{J. Shen} and \textit{D. Feng}, Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 49, No. 4, 677--691 (2018; Zbl 1385.93088) Full Text: DOI
Ivanov, I.; Imsland, Lars; Bogdanova, B. Iterative algorithms for computing the feedback Nash equilibrium point for positive systems. (English) Zbl 1362.49022 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 48, No. 4, 729-737 (2017). MSC: 49N75 49N10 91A06 91A23 49M15 PDFBibTeX XMLCite \textit{I. Ivanov} et al., Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 48, No. 4, 729--737 (2017; Zbl 1362.49022) Full Text: DOI Link
Mouhadjer, Lotfi; Benahmed, Boubakeur Fixed point theorem in ordered Banach spaces and applications to matrix equations. (English) Zbl 1362.47033 Positivity 20, No. 4, 981-998 (2016). MSC: 47H07 47H10 15A24 49M15 PDFBibTeX XMLCite \textit{L. Mouhadjer} and \textit{B. Benahmed}, Positivity 20, No. 4, 981--998 (2016; Zbl 1362.47033) Full Text: DOI
Fan, Hung-Yuan; Weng, Peter Chang-Yi; Chu, Eric King-Wah Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control. (English) Zbl 1333.65064 Numer. Algorithms 71, No. 2, 245-272 (2016). MSC: 65K10 49J55 93E20 49M15 15A24 65Y20 PDFBibTeX XMLCite \textit{H.-Y. Fan} et al., Numer. Algorithms 71, No. 2, 245--272 (2016; Zbl 1333.65064) Full Text: DOI
Chu, Moody T. On the first degree Fejér-Riesz factorization and its applications to \(X+A^{\ast}X^{-1}A=Q\). (English) Zbl 1325.15009 Linear Algebra Appl. 489, 123-143 (2016). MSC: 15A23 15A24 15B57 47J25 49M15 65J15 PDFBibTeX XMLCite \textit{M. T. Chu}, Linear Algebra Appl. 489, 123--143 (2016; Zbl 1325.15009) Full Text: DOI
Ivanov, Ivan; Netov, Nikolay A new iteration to coupled discrete-time generalized Riccati equations. (English) Zbl 1280.65062 Comput. Appl. Math. 32, No. 3, 563-576 (2013). Reviewer: Gisbert Stoyan (Budapest) MSC: 65K10 49J15 49J55 93E20 PDFBibTeX XMLCite \textit{I. Ivanov} and \textit{N. Netov}, Comput. Appl. Math. 32, No. 3, 563--576 (2013; Zbl 1280.65062) Full Text: DOI
Ivanov, Ivan Ganchev Numerical solution of the discrete-time coupled algebraic Riccati equations. (English) Zbl 1233.65029 Margenov, Svetozar (ed.) et al., Numerical analysis and its applications. 4th international conference, NAA 2008, Lozenetz, Bulgaria, June 16–20, 2008. Revised selected papers. Berlin: Springer (ISBN 978-3-642-00463-6/pbk). Lecture Notes in Computer Science 5434, 314-321 (2009). MSC: 65F10 49N10 93C55 PDFBibTeX XMLCite \textit{I. G. Ivanov}, Lect. Notes Comput. Sci. 5434, 314--321 (2009; Zbl 1233.65029) Full Text: DOI
Ivanov, Ivan Ganchev On the matrix equation \(X = Q - S^*X^{\dagger}S\). (English) Zbl 1122.65040 Numer. Funct. Anal. Optimization 28, No. 3-4, 353-365 (2007). Reviewer: Frank Uhlig (Auburn) MSC: 65F30 15A24 15A45 93E20 65K10 49N10 49J55 PDFBibTeX XMLCite \textit{I. G. Ivanov}, Numer. Funct. Anal. Optim. 28, No. 3--4, 353--365 (2007; Zbl 1122.65040) Full Text: DOI